Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A note on the estimation of asset pricing models using simple regression betas	0	0	0	73	2	3	3	175
Asset-pricing models and economic risk premia: a decomposition	0	0	0	158	3	4	8	908
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models	0	0	0	24	1	6	19	47
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio	0	0	0	240	0	3	4	1,214
Mimicking portfolios, economic risk premia, and tests of multi-beta models	0	0	1	145	5	7	11	421
Minimum-Variance Kernels and Economic Risk Premia	0	0	1	164	2	3	5	708
Minimum-variance kernels, economic risk premia, and tests of multi-beta models	0	0	2	156	0	2	5	554
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors	0	0	0	33	1	4	8	88
Model comparison using the Hansen-Jagannathan distance	0	0	1	115	1	3	10	315
Playing the field: Geomagnetic storms and international stock markets	0	0	1	301	5	7	19	1,089
Pricing model performance and the two-pass cross-sectional regression methodology	0	0	0	148	0	4	14	556
Specification tests of asset pricing models using excess returns	0	2	3	111	2	5	7	436
Spurious Inference in Unidentified Asset-Pricing Models	0	0	0	0	1	3	11	52
The exact distribution of the Hansen-Jagannathan bound	0	0	1	75	1	2	3	281
The price of inflation and foreign exchange risk in international equity markets	0	0	0	231	0	2	5	988
Too Good to Be True? Fallacies in Evaluating Risk Factor Models	0	0	1	17	2	5	19	45
Total Working Papers	0	2	11	1,991	26	63	151	7,877

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asset returns and economic risk	0	0	1	44	1	4	8	157
Financial market frictions	0	0	10	94	2	5	38	285
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models	0	0	1	60	0	2	5	151
Model Comparison Using the Hansen-Jagannathan Distance	0	1	1	48	1	4	7	151
Specification tests of asset pricing models using excess returns	0	0	2	47	2	5	8	198
The news in financial asset returns	0	0	0	6	0	2	6	187
Total Journal Articles	0	1	15	299	6	22	72	1,129

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Statistics updated 2020-02-04